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We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…

Optimization and Control · Mathematics 2019-10-15 Sheheryar Mehmood , Peter Ochs

Numerical approximate computation can solve large and complex problems fast. It has the advantage of high efficiency. However it only gives approximate results, whereas we need exact results in many fields. There is a gap between…

Algebraic Geometry · Mathematics 2015-06-26 Jingzhong Zhang , Yong Feng

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We present a numerically tractable formulation for computing the optimal control of the class of hybrid dynamical systems whose trajectories are continuous. Our formulation, an extension of existing relaxed-control techniques for switched…

Optimization and Control · Mathematics 2016-05-26 Tyler Westenbroek , Humberto Gonzalez

Ever since the concepts of dynamic programming were introduced, one of the most difficult challenges has been to adequately address high-dimensional control problems. With growing dimensionality, the utilisation of Deep Neural Networks…

Machine Learning · Computer Science 2024-06-14 Frederik Kelbel

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…

Machine Learning · Computer Science 2018-02-08 Hiva Ghanbari , Katya Scheinberg

We present an exact dimensional reduction for high-dimensional dynamical systems composed of $N$ identical dynamical units governed by quasi-linear ordinary differential equations (ODEs) of order $M$. In these systems, each unit follows a…

Adaptation and Self-Organizing Systems · Physics 2026-05-15 Felix Augustsson , Erik Andreas Martens , Rok Cestnik

Master equations describe the quantum dynamics of open systems interacting with an environment. They play an increasingly important role in understanding the emergence of semiclassical behavior and the generation of entropy, both being…

Quantum Physics · Physics 2009-10-31 Hans-Thomas Elze

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

Auto-correlated noise appears in many solid state qubit systems and hence needs to be taken into account when developing gate operations for quantum information processing. However, explicitly simulating this kind of noise is often less…

Optimally-shaped electromagnetic fields have the capacity to coherently control the dynamics of quantum systems and thus offer a promising means for controlling molecular transformations relevant to chemical, biological, and materials…

Quantum Physics · Physics 2021-06-08 Alicia B. Magann , Matthew D. Grace , Herschel A. Rabitz , Mohan Sarovar

We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…

Optimization and Control · Mathematics 2022-05-19 Jakob Harzer , Jochem De Schutter , Moritz Diehl

We provide several quantum algorithms for continuous optimization that do not require gradient estimation. Instead, we encode the optimization problem into the dynamics of a physical system and coherently simulate the time evolution. We…

Quantum Physics · Physics 2026-03-18 Ahmet Burak Catli , Sophia Simon , Nathan Wiebe

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective…

Dynamical Systems · Mathematics 2020-12-15 Feliks Nüske , Péter Koltai , Lorenzo Boninsegna , Cecilia Clementi

For a large class of variational quantum circuits, we show how arbitrary-order derivatives can be analytically evaluated in terms of simple parameter-shift rules, i.e., by running the same circuit with different shifts of the parameters. As…

Quantum Physics · Physics 2021-03-03 Andrea Mari , Thomas R. Bromley , Nathan Killoran

Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…

Optimization and Control · Mathematics 2019-08-06 Alexey Piunovskiy , Alexander Plakhov , Delfim F. M. Torres , Yi Zhang

Evolutionary computation offers a variety of tools to solve complex real-world optimization problems. However, research often focuses on smaller, simplified problems and optimization algorithms that sometimes miss expectations in real-world…

We study the end-point map of a control-linear system in a neighborhood of an arbitrarily chosen trajectory. In particular, we want to calculate the $k$-th order derivative of this map in a given direction. A priori it is a solution of a…

Optimization and Control · Mathematics 2025-06-19 Michał Jóźwikowski , Bartłomiej Sikorski

The advantage of quantum metrology has been experimentally demonstrated for phase estimations where the dynamics are commuting. General noncommuting dynamics, however, can have distinct features. For example, the direct sequential scheme,…

Quantum Physics · Physics 2019-07-31 Zhibo Hou , Rui-Jia Wang , Jun-Feng Tang , Haidong Yuan , Guo-Yong Xiang , Chuan-Feng Li , Guang-Can Guo